LAST (family) NAME:

FIRST (given) NAME:

ID # :

MATHEMATICS 2P04

McMaster University Final Examination Dr. J.-P. Gabardo

Version 1
Day Class
Duration of Examination: 3 hours December 2007

THIS EXAMINATION PAPER INCLUDES 24 PAGES AND 15 QUESTIONS.

YOU ARE RESPONSIBLE FOR ENSURING THAT YOUR COPY OF THE
PAPER IS COMPLETE. BRING ANY DISCREPANCY TO THE ATTEN-
TION OF YOUR INVIGILATOR.

Instructions:

• Indicate your answers clearly in the spaces provided. In the full answer questions in
Part I (questions 1 - 5) show all your work to receive full credit. For the multiple choice
questions in Part II (questions 6 - 15) be sure to circle the correct letters on page 12
to receive full credit.

• No books, notes, or “cheat sheets” allowed. The only calculator permitted is the
McMaster Standard Calculator, the Casio fx 991.

• The total number of points is 100.

• There is a formula sheet included with the exam on page 24.

• Pages 23 of the test is for scratch work or overflow. If you continue the solution to a
question on this page, you must indicate this clearly on the page containing the original
question. GOOD LUCK!

FINAL EXAM SOLUTIONS

Continued. . .
Final Exam / Math 2P04 -2-

NAME: ID #:

Part I: Provide all details and fully justify your answer in order to receive credit.
1. (a) (8 pts.) Use the method of variation of parameters to find the general solution of
the non-homogeneous Cauchy-Euler differential equation

x2 y 00 − 2 x y 0 + 2 y = ln(x), x>0

Solution. The (Cauchy-Euler) auxiliary equation for the associated homogeneous equation
is m (m − 1) − 2 m + 2 = 0 or m2 − 3 m + 2 = 0. It can be factorized as (m − 1) (m − 2) = 0
anf the roots are m = 1 and m = 2. The complementary solution is thus

yc (x) = C1 x + C2 x2 , C1 , C2 arbitrary.

Letting y1 (x) = x and y2 (x) = x2 , we have

¯ ¯ ¯ ¯
¯y1 y2 ¯ ¯x x2 ¯
W (y1 , y2 )(x) = ¯¯ 0 ¯=¯ ¯ = 2 x2 − x2 = x2 .
y1 y20 ¯ ¯ 1 2 x¯
ln x
Since the right-hand side of the differential equation written in standard form is f (x) = ,
x2
there exist a particular solution yp (x) given by
µZ ¶ µZ ¶
f (x) y2 (x) f (x) y1 (x)
yp (x) = − dx y1 (x) + dx y2 (x)
W (y1 , y2 )(x) W (y1 , y2 )(x)
ÃZ ! ÃZ !
ln x 2 ln x
2 x 2 x
=− x
dx x + x
dx x2
x2 x2
µZ ¶ µZ ¶
−2
=− (ln x) x dx x + (ln x) x dx x2 .
−3

We have
Z Z Z
−2
¡ −1 ¢0 −1
(ln x) x dx = (ln x) −x dx = −(ln x) x + x−2 dx = −(ln x) x−1 − x−1 + C

and
Z Z µ −2 ¶0 Z −3
−3 x x−2 x x−2 x−2
(ln x) x dx = (ln x) − dx = −(ln x) + dx = −(ln x) − +C.
2 2 2 2 4
Thus,
µ ¶
¡ −1 −1
¢ x−2 x−2 ln x 3
yp (x) = − −(ln x) x −x x + −(ln x) − x2 = +
2 4 2 4
and the general solution is

ln x 3
y(x) = yp (x) + yc (x) = + + C1 x + C2 x2 , C1 , C2 arbitrary.
2 4
Continued. . .
Final Exam / Math 2P04 -3-

NAME: ID #:

(b) (4 pts.) Use the method of undetermined coefficients to find the form of a particular
solution of the differential equation

y 000 − y 00 − y 0 + y = ex + e−x + sin x.

(DO NOT SOLVE FOR THE COEFFICIENTS!)

Solution. The auxiliary equation is

m3 − m2 − m + 1 = 0 or (m − 1) (m2 − 1) = 0 or (m − 1)2 (m + 1) = 0.

The roots are thus m = 1 (double) and m = −1 (simple). A particular solution yp (x) has
the form
yp (x) = A x2 ex + B x e−x + C cos x + D sin x.

Continued. . .
Final Exam / Math 2P04 -4-

NAME: ID #:

2. (a) (8 pts.) Use Laplace transforms to solve the initial value problem
(
y 00 + 4 y = g(t),
y(0) = y 0 (0) = 0,

where (
g(t) = 1, 0 < t < π,
g(t) = 1 + cos(2t), π < t < ∞.

Solution. We can write

g(t) = 1 + cos(2t) U(t − π) = 1 + cos(2(t − π) + 2 π) U(t − π) = 1 + cos(2(t − π)) U(t − π).

Letting Y (s) = L {y(t)}, we have thus, after taking the Laplace transform of both sides of
the differential equation,
1 s
s2 Y (s) − s y(0) − y 0 (0) + 4 Y (s) = + e−πs 2
s s + 22
or, after using the initial conditions
1 s 1 s
(s2 + 4) Y (s) = + e−πs 2 or Y (s) = + e−πs 2 .
s s +4 s (s2+ 4) (s + 4)2

Using partial fractions, we have

1 A Bs+C (A + B) s2 + C S + 4 A
= + =
s (s2 + 4) s s2 + 4 s2 + 4

from which we deduce that A = 1/4, B = −1/4 and C = 0. Thus,

µ ¶ ½ ¾
1 1 1 s −1 1 1
2
= − 2 and L 2
= (1 − cos(2t)) .
s (s + 4) 4 s s +4 s (s + 4) 4

We have also
½ ¾ ½ µ ¶¾
−1 s −1 d 2 t
L =L − = sin(2t).
(s + 4)2
2 2
ds 4(s + 4) 4

Hence,

1 (t − π)
y(t) = (1 − cos(2t)) + sin(2(t − π)) U(t − π)
4 2
1 (t − π)
= (1 − cos(2t)) + sin(2t) U(t − π).
4 4

Continued. . .
Final Exam / Math 2P04 -5-

NAME: ID #:

(b) (8 pts.) Use Laplace transforms to solve the integro-differential equation

 Z t
y 0 (t) + 4 y(t) + 18 e4(t−τ ) y(τ ) dτ = sin t, t ≥ 0,
0

y(0) = 1.

Solution. The equation can be written as

y 0 (t) + 4 y(t) + 18 y(t) ∗ e4 t = sin t, t≥0

Let Y (s) = L {y(t)}. Taking the Laplace transform of both sides of the equation, we obtain

Y (s) 1
s Y (s) − 1 + 4 Y (s) + 18 = 2
s−4 s +1
or ½ ¾
1 1
(s + 4) + 18 Y (s) = 1 + 2
s−4 s +1
or ½ 2 ¾
s +2 s2 + 2
Y (s) = 2 .
s−4 s +1
Thus,
s−4 s 1
Y (s) = = − 4
s2 + 1 s2 + 1 s2 + 1
and, taking inverse Laplace transforms, we obtain

y(t) = cos t − 4 sin t.

Continued. . .
Final Exam / Math 2P04 -6-

NAME: ID #:

3. (10 pts.) Use Laplace transform to solve the linear system of differential equations
(
y10 = y1 − y2 − 1,
y20 = y1 + y2 − 1,

together with the initial conditions

y1 (0) = 2, y2 (0) = 0.

Solution. Let Y1 (s) = L {y1 (t)} and Y2 (s) = L {y2 (t)}. Taking the Laplace transform of
both sides of both equations in the system, we obtain
(
s Y1 (s) − 2 = Y1 (s) − Y2 (s) − 1s ,
s Y2 (s) = Y1 (s) + Y2 (s) − 1s ,
or (
(s − 1) Y1 (s) + Y2 (s) = 2 − 1s ,
− Y1 (s) + (s − 1) Y2 (s) = − 1s ,
or, in matrix form, · ¸· ¸ · ¸
(s − 1) 1 Y1 (s) 2 − 1s
=
−1 (s − 1) Y2 (s) − 1s
Using Cramer’s rule, we have
¯ ¯
¯2 − 1 1 ¯
¯ 1s ¯
¯ − (s − 1)¯ (2 s − 1) (s − 1) + 1 2 s2 − 3 s + 2
¯ s ¯
Y1 (s) = ¯ = = .
¯(s − 1) 1 ¯¯ s ((s − 1)2 + 1) s ((s − 1)2 + 1)
¯ −1 (s − 1)¯

Using partial fractions,

2 s2 − 3 s + 2 A Bs+C (A + B) s2 + (C − 2 A) s + 2 A
= + =
s ((s − 1)2 + 1) s (s − 1)2 + 1 s ((s − 1)2 + 1)

which yields A = 1, B = 1 and C = −1. Thus

1 s−1
Y1 (s) = +
s (s − 1)2 + 1

and, taking inverse Laplace transforms, we obtain

y1 (t) = 1 + et cos t

Continued. . .
Final Exam / Math 2P04 -7-

NAME: ID #:

Similarly, ¯ ¯
¯(s − 1) 2 − 1 ¯
¯ s¯
¯ −1 − 1s ¯ (1 − s) + (2 s − 1) 1
Y2 (s) = ¯¯ ¯=
¯ 2 + 1)
= 2+1
.
¯ (s − 1) 1 ¯ s ((s − 1) (s − 1)
¯ −1 (s − 1)¯
Taking inverse Laplace transforms yields thus

y2 (t) = et sin t.

Continued. . .
Final Exam / Math 2P04 -8-

NAME: ID #:

4. Let f (x) be defined by



 0, −π < x < − π2 ,

−1, − π2 < x < 0,
f (x) =
1,
 0 < x < π2 ,

 π
0, 2
< x < π.

Consider the Fourier series expansion of f (x) as a 2π-periodic function defined on the whole
real line (i.e. as a function defined for all values of x).

(a) (2 pts.) Sketch the graph of that function for −3 π < x < 3π.

Solution.
2

0
−5 0 5
x y −1

−2

(b) (8 pts.) Compute the Fourier series expansion of f (x). Evaluate the Fourier coefficients
explicitely.
(NOTE THAT PART (c) IS AT THE BOTTOM OF THE NEXT PAGE.)

Solution. Note first that the function f (x) is odd, i. e. f (−x) = −f (x). Therefore,
Z
1 π
an = f (x) cos(n x) dx = 0, n ≥ 0.
π −π

Also,
Z π
1
bn = f (x) sin(n x) dx
π −π
(Z Z π
)
0
1 2
= (−1) sin(n x) dx + (1) sin(n x) dx
π − π2 0
Z π · ¸π µ ¶
2 2 2 cos(n x) 2 2 1 − cos(n π/2)
= sin(n x) dx = − = .
π 0 π n 0 π n

Continued. . .
Final Exam / Math 2P04 -9-

NAME: ID #:

The Fourier expansion of f (x) reduces thus to the sine Fourier series

X∞ µ ¶
2 1 − cos(n π/2)
F (x) ' sin(n x)
n=1
π n

Since cos(n π/2) = 0 when n is odd, i. e. n = 2 k + 1 while cos(n π/2) = 1 if n = 4 k and

cos(n π/2) = −1 if n = 4 k + 2, we have
∞ ∞
2 X sin((2 k + 1) x) 4 X sin((4 k + 2) x)
F (x) ' +
π k=0 2k + 1 π k=0 4k + 2
½ ¾
2 sin(x) sin(2 x) sin(3 x) sin(5 x) sin(6 x) sin(7 x)
' +2 + + +2 + + ...
π 1 2 3 5 6 7

3π
(c) (2 pt.) To which value does the Fourier series of f (x) above converges when x = ?
2
Explain!

Solution. Since the 2π-periodic extension of f (x) takes on the value 0 on the interval (π, 32π )
and the value −1 on the interval ( 32π , 2 π), we have
µ −¶ µ +¶
3π 3π
f = 0, f = −1
2 2

and the Fourier series of f (x) converges to

³ ´ ³ ´
3π+ 3π−
f 2 +f 2 1
= −
2 2
3π
at x = 2
.

Continued. . .
Final Exam / Math 2P04 -10-

NAME: ID #:

5. Consider the linear differential equation

y 00 − 4 x y 0 + 4 x2 y = 0.

(a) (2 pts.) What can you say, before solving, concerning the radius of convergence of any
power series solution about x0 = 0 for this equation.

Solution. The differential equation is already in standard form and P (x) = −4 x, Q(x) =
4 x2 are both polynomials and thus analytic at any point x0 ∈ R. There is thus no singular
point and the distance from 0 to the nearest singular is ∞. The radius of convergence of
any power series solution is thus R = ∞.

(b) (8 pts.) Find two linearly independent power series solutions about x0 = 0. (Compute
ONLY the first 3 nonzero terms of each serie solution.)
P∞
Solution. Let y = n=0 cn xn . Then,

0 = y 00 − 4 x y 0 + 4 x2 y
X∞ ∞
X ∞
X
n−2 n−1 2
= cn n (n − 1) x − 4x cn n x + 4x cn xn
n=2 n=1 n=0
∞
X ∞
X ∞
X
= cn n (n − 1) xn−2 + (−4) cn n xn + 4 cn xn+2
n=2 n=1 n=0
∞
X ∞
X ∞
X
= cn+2 (n + 2) (n + 1) xn + (−4) cn n xn + 4 cn−2 xn
n=0 n=1 n=2
∞
X
= 2 c2 + (6 c3 − 4 c1 ) x + {cn+2 (n + 2) (n + 1) − 4 cn n + 4 cn−2 } xn
n=2

Setting the coefficients of the power series above equal to 0, we obtain thus
2 c1
c2 = 0, 6 c3 − 4 c1 = 0 or c3 = ,
3
and the recurrence relation

cn+2 (n + 2) (n + 1) − 4 cn n + 4 cn−2 = 0, n ≥ 2,

or
(cn n − cn−2 )
cn+2 = 4 , n ≥ 2.
(n + 2) (n + 1)

Continued. . .
Final Exam / Math 2P04 -11-

NAME: ID #:

In particular,
(2 c2 − c0 ) c0
c4 = 4 =−
(4) (3) 3
(4 c4 − c2 ) c4 8 c0
c6 = 4 =8 =−
(6) (5) 15 45
(3 c3 − c1 ) c1
c5 = 4 =
(5) (4) 5
Therefore the general solution is

y(x) = c0 + c1 x + c2 x2 + c3 x3 + c4 x4 + c5 x5 + c6 x6 + . . .
2 c1 3 c0 4 c1 5 8 c0 6
= c0 + c1 x + (0) x2 + x − x + x − x + ...
½ 3 ¾ 3 ½ 5 45 ¾
1 4 8 6 2 3 1 5
= c0 1 − x − x + . . . + c1 x + x + x + . . . ,
3 45 3 5

where c0 , c1 are arbitrary constants. Two linearly independent solutions are thus

1 4 8 6 2 3 1 5
y1 (x) = 1 − x − x + ... and y2 (x) = x + x + x + ....
3 45 3 5

Continued. . .
Final Exam / Math 2P04 -12-

NAME: ID #:

PART II: Multiple choice part. Circle the letter corresponding to the correct answer for
each of the questions 6 to 15 in the box below. Indicate your choice very clearly. Ambiguous
answers will be marked as wrong. There is only one correct choice for each question and an
incorrect answer scores 0 marks.

QUESTION # ANSWER:

6. A B C D E

7. A B C D E

8. A B C D E

9. A B C D E

10. A B C D E

11. A B C D E

12. A B C D E

13. A B C D E

14. A B C D E

15. A B C D E

V1
Continued. . .
Final Exam / Math 2P04 -13-

NAME: ID #:

6. (4 pts.) Let y(x) denote the unique solution of the initial value problem
(
(cos x) y 0 + (sin x) y = cos2 x,
y(0) = 1.

Find y(π).

(A) 0

(B) −π + 2

(C) 3 π − 2

(D) −π

→ (E) −π − 1

(ENTER YOUR ANSWERS ON THE CHART ON PAGE 12.)

Solution. In standard form this 1st order linear DE is written as

µ ¶
0 sin x
y + y = cos x.
cos x

The integrating factor is

R sin x
dx 1
u(x) = e cos x = e− ln(cos x) = .
cos x
We have thus µ ¶
1 0 sin x
y + y=1
cos x cos2 x
or ½ ¾
d 1
y =1
dx cos x
Integration yields
1
y =x+C
cos x
and the initial condition y(0) = 1 shows that C = 1. Thus the solution is

y(x) = (x + 1) cos x

and, in particular,
y(π) = (π + 1) cos π = −π − 1.

Continued. . .
Final Exam / Math 2P04 -14-

NAME: ID #:

7. (4 pts.) Which of the following is the general solution of the linear homogeneous
differential equation

y (5) + y (4) − 8 y (3) − 8 y (2) + 16 y 0 + 16 y = 0

if C1 , . . . , C5 denote arbitrary constants?

(A) C1 e−x + C2 ex + C3 x e−x + C4 x2 e−x + C5 e−4 x

(B) C1 ex + C2 x e2 x + C3 x2 e2 x + C4 e−x + C5 x e−x

(C) C1 e−x + C2 x e−x + C3 ex + C4 e−2 x + C5 x e−2 x

→ (D) C1 e−x + C2 e2 x + C3 x e2 x + C4 e−2 x + C5 x e−2 x

(E) C1 e−x + C2 x e−x + C3 ex + C4 x ex + C5 e−2 x

Solution. The auxiliary equation is

m5 + m4 − 8 m3 − 8 m2 + 16 m + 16 = 0 or (m + 1) (m4 − 8 m2 + 16) = 0.

The can be factorized as

(m + 1) (m2 − 4)2 = 0 or (m + 1) (m − 2)2 (m + 2)2 = 0.

Thus the roots are m = −1 (simple) and m = ±2 (both double). The solution is thus

y = C1 e−x + C2 e2 x + C3 x e2 x + C4 e−2 x + C5 x e−2 x .

Continued. . .
Final Exam / Math 2P04 -15-

NAME: ID #:

8. (4 pts.) Let F (s) be the Laplace transform of

Z t
t
f (t) = e τ 2 e−τ dτ.
0

Then, F (2) is equal to:

(A) 2
1
(B)
2
1
→ (C)
4
(D) 1
3
(E)
2
Solution. We have
© ª 2
L t2 = 3
s
and thus
© ª 2
L t2 e−t = .
(s + 1)3
Hence, ½Z ¾
t
2 −τ 2
L τ e dτ =
0 s (s + 1)3
and ½ Z t ¾
2
F (s) = L et 2 −τ
τ e dτ = .
0 (s − 1) s3
Therefore,
2 1
F (2) = = .
23 4

Continued. . .
Final Exam / Math 2P04 -16-

NAME: ID #:

½ ¾
−1 1 + (2 − s) e−π (s−1)
9. (4 pts.) Let f (t) = L . Then,
s2 − 2 s + 2

→ (A) f (t) = et cos t, for t > π

(B) f (t) = et (sin t + cos t), for t > π

(C) f (t) = e2 t sin t − et cos t, for t > π

(D) f (t) = sin t + e−t cos t, for t > π

(E) f (t) = e2 t sin t, for t > π

Solution. We have
1 + (2 − s) e−π (s−1) 1 + (2 − s) e−π (s−1) 1 1 − (s − 1) −π (s−1)
2
= 2
= + e
s − 2s + 2 (s − 1) + 1 (s − 1) + 1 (s − 1)2 + 1
2

Since
½ ¾
−1 1 1 − s −π s
L 2
+ 2 e = sin t + {sin(t − π) − cos(t − π)} U (t − π)
s +1 s +1
= sin t + {− sin t + cos t} U (t − π),

we have
½ ¾
−1 1 1 − (s − 1) −π (s−1) © ª
L 2
+ 2
e = = et sin t + −et sin t + et cos t U(t − π).
(s − 1) + 1 (s − 1) + 1

Thus,
f (t) = et cos t, for t > π.

Continued. . .
Final Exam / Math 2P04 -17-

NAME: ID #:

10. (4 pts.) Without actually solving, what is the “best” that you can say about the radius
of convergence R, of a power series solution of the differential equation

(x2 + 9) (x + 3) (x − 10) y 00 + 2 x (x − 3) y 0 + 6 (x − 1) y = 0, about x0 = 4.

(A) R ≥ 2

(B) R ≥ 1

→ (C) R ≥ 5

(D) R ≥ 6

(E) R = ∞, i.e., the series solution converges for all x.

Solution. In standard form, the DE is written as

2 x (x − 3) 6 (x − 1)
y 00 + y0 + 2 y=0
(x2 + 9) (x + 3) (x − 10) (x + 9) (x + 3) (x − 10)

The singular points are

√ thus −3, 10
√ and ±3 i. The distances from 4 to −3, 10 and ±3 i are,
respectively, 7, 6 and 42 + 32 = 25 = 5. Thus the best we can say is that R ≥ 5 .

Continued. . .
Final Exam / Math 2P04 -18-

NAME: ID #:

11. (4 pts.) If the Frobenius method is to be used to solve the differential equation:

2 x2 y 00 − x (1 + 2 x) y 0 + (1 + x) y = 0, about x0 = 0,

the roots of the indicial equation are:

(A) −1 (double root)

(B) 1, −2
1
(C) 1, −
4
3
(D) −2, −
2
1
→ (E) ,1
2
Solution. In standard form, the DE is written as
µ ¶ µ ¶
00 1 + 2x 0 1+x
y − y + y=0
2x 2 x2

Thus,
1 + 2x 1+x
P (x) = − and Q(x) = .
2x 2 x2
Therefore,
1 1
x P (x) = − − x = a0 + a1 x + a2 x2 + . . . yielding a0 = − ,
2 2
and
1 1 1
x2 Q(x) =
+ x = b0 + b1 x + b2 x2 + . . . yielding b0 = .
2 2 2
The indicial equation r (r − 1) + a0 r + b0 = 0 is thus
1 1 3 1
r (r − 1) − r + = 0 or r2 − r + = 0
2 2 2 2
with roots q q
3 9 3 1
2
± 4
−2 2
± 4
3
± 1
1
2 2
r= = = = 1 or .
2 2 2 2

Continued. . .
Final Exam / Math 2P04 -19-

NAME: ID #:

12. (4 pts.) If the Frobenius method is used to solve the following differential equation

x2 y 00 + x y 0 + (x − 4) y = 0,

about the regular singular point x0 = 0, and r denotes the largest root of the indicial
equation, the recurrence relation needed to compute the solution associated with r is
given by:
n−3
(A) cn = cn−1 , n ≥ 1
n2 + 3
1
→ (B) cn = − cn−1 , n ≥ 1
n (n + 4)
1
(C) cn = cn−1 , n ≥ 1
(n + 1) (n + 3)
n+2
(D) cn = − cn−1 , n ≥ 1
n+1
1
(E) cn = cn−1 , n ≥ 1
(n − 2) (n + 4)
P∞
Solution. Let y = n=0 cn xn+r with c0 6= 0. We have

0 = x2 y 00 + x y 0 + (x − 4) y
X ∞ ∞
X ∞
X
2 n+r−2 n+r−1
=x cn (n + r) (n + r − 1) x +x cn (n + r) x + (x − 4) cn xn+r
n=0 n=0 n=0
∞
X ∞
X ∞
X ∞
X
= cn (n + r) (n + r − 1) xn+r + cn (n + r) xn+r + cn xn+r+1 − 4 cn xn+r
n=0 n=0 n=0 n=0
X∞ X∞ X∞ X∞
= cn (n + r) (n + r − 1) xn+r + cn (n + r) xn+r + cn−1 xn+r − 4 cn xn+r
n=0 n=0 n=1 n=0
∞
X
= c0 (r (r − 1) + r − 4)) + {cn ((n + r) (n + r − 1) + n + r − 4) + cn−1 }
n=1
∞
¡ 2
¢ X © ¡ ¢ ª
= c0 r − 4) + cn (n + r)2 − 4 + cn−1
n=1

The largest root of the indicial equation is r = 2 in which case the recurrence formula for
the coefficients becomes
¡ ¢
cn (n + 2)2 − 4 + cn−1 = 0, n ≥ 1,

or
cn−1
cn = − , n ≥ 1.
n (n + 4)
Continued. . .
Final Exam / Math 2P04 -20-

NAME: ID #:

13. (4 pts.) A complete list of the regular singular points for the differential equation

(x − 2)2 (x + 1)2 x y 00 + x (x − 2) y 0 + 4 (x − 3) y = 0,

is given by:

(A) −1, 2

(B) −1, 0, 2, 3

(C) 0, −1

→ (D) 0, 2

(E) −1, 0, 2

Solution. In standard form, the DE becomes

µ ¶ µ ¶
00 1 0 4 (x − 3)
y + y + y = 0.
(x − 2) (x + 1)2 (x − 2)2 (x + 1)2 x

The singular points are thus −1, 0 and 2.

Since
1
(x + 1) P (x) =
(x − 2) (x + 1)
which is not analytic at x = −1, it follows that x = −1 is an ISP.
Since
x 4 x (x − 3)
x P (x) = 2
and x2 Q(x) =
(x − 2) (x + 1) (x − 2)2 (x + 1)2
are both analytic at x = 0, we deduce that x = 0 is a RSP.
Since
1 2 4 (x − 3)
(x − 2) P (x) = and (x − 2) Q(x) =
(x + 1)2 (x + 1)2 x
are both analytic at x = 2, it follows that x = 2 is a RSP.
The regular singular points are thus 0 and 2 .

Continued. . .
Final Exam / Math 2P04 -21-

NAME: ID #:

14. (4 pts.) Consider the eigenvalue problem

½ 2 00
x y (x) + x y 0 (x) + λ y(x) = 0
y(1) = 0, y(e) = 0.

The eigenvalues and eigenfunctions are given by:

µ ¶
(1 + 2k)2 π 2 (1 + 2k)π ln x
(A) λk = , φk (x) = sin , k = 0, 1, 2, . . .
4 2

→ (B) λk = (kπ)2 , φk (x) = sin(kπ ln x), k = 1, 2, 3, . . .

(1 + 2k)2 π 2 ¡ ¢
(C) λk = , φk (x) = cos kπ ln x − 1, k = 0, 1, 2, . . .
2
(kπ)2 √
(D) λk = , φk (x) = x sin(kπ ln x), k = 1, 2, 3, . . .
2
(E) λk = k 2 , φk (x) = sin(kx), k = 1, 2, 3, . . .

Solution. The (Cauchy-Euler) auxiliary equation is

m (m − 1) + m + λ = 0 or m2 + λ = 0.

We consider 3 cases, λ < 0, λ = 0 and λ > 0.

If λ < 0, we can write λ = −ω 2 , where ω > 0 and the roots of the auxiliary equation are
±ω. The general solution is thus y(x) = C1 xω + +C2 x−ω . The condition y(1) = 0 yields
C1 + C2 = 0 or y(x) = C1 ( xω − x−ω ). The condition y(e) = 0 yields C1 ( eω − e−ω ) = 0
implying that C1 = 0. Thus no non-trivial solution exists in that case.
If λ = 0, 0 is a double root and the general solution has the form y(x) = C1 + C2 ln x. The
condition y(1) = 0 yields C1 = 0 or y(x) = C2 ln x and condition y(e) = 0 yields C2 = 0,so
no non-trivial solution exists in that case either.
If λ > 0, we can write λ = ω 2 , where ω > 0 and the roots of the auxiliary equation are ±i ω.
The general solution is thus y(x) = C1 cos(ω ln x) + C2 sin(ω ln x). The condition y(1) = 0
yields C1 = 0 or y(x) = C2 sin(ω ln x). The condition y(e) = 0 yields C2 sin(ω) = 0. Thus
non-trivial solutions will only exist when sin(ω) = 0, i. e. when ω = k π, where k ≥ 1 is an
integer. The eigenvalue are thus

λk = (k π)2 , k ≥ 1,

with corresponding eigenfuctions

φk (x) = sin(k π ln x), k ≥ 1.

Continued. . .
Final Exam / Math 2P04 -22-

NAME: ID #:

15. (4 pts.) Let u(x, t) be the temperature on a rod placed on the x-axis between x = 0
and x = π and suppose that u(x, t) is solution of the heat equation

 ∂u ∂ 2u

 = 4 , 0 < x < π, t > 0,
 ∂x2
 ∂t



 u(0, t) = 0, u(π, t) = 0, t > 0,




u(x, 0) = sin(5 x), 0 < x < π,
Evaluate the integral
Z π
I= u(x, 1) dx.
0

2 −100
→ (A) I = e
5
1 −20
(B) I = e
5
2 −50
(C) I = e
3
1 −10
(D) I = e
2
3 −125
(E) I = e
4
Solution. The solution of this heat equation is given by the series
∞
X 2
u(x, t) = bn sin(n x) e−4 n t ,
n=1

∞
X
where bn sin(n x) is the sine Fourier series of f (x) = sin(5 x) on the interval (0, π). By
n=1
inspection, we have
b5 = 1 and bn = 0 for n ≥ 1 and n 6= 5.
Thus,
2) t
u(x, t) = sin(5 x) e−4 (5 = sin(5 x) e−100 t
and Z Z · ¸π
π π
−100 −100 cos(5 x) 2 −100
u(x, 1) dx = sin(5 x) e dx = e − = e .
0 0 5 0 5

Continued. . .
Final Exam / Math 2P04 -23-

NAME: ID #:

SCRATCH

Continued. . .
Final Exam / Math 2P04 -24-

NAME: ID #:

Some formulas you may use:

·Z ¸ ·Z ¸
y2 (x) f (x) y1 (x) f (x)
yp (x) = − dx y1 (x) + dx y2 (x)
W (y1 , y2 ) W (y1 , y2 )
Z ∞
L{f (t)} = F (s) = f (t) e−st dt.
0
1 n! 1
L{1} = , L{tn } = , L{ea t } =
,
s sn+1 s−a
k s
L{sin(k t)} = , L{cos(k t)} = 2 ,
s2 + k2 s + k2
L{f 0 (t)} = s F (s) − f (0), L{f 00 (t)} = s2 F (s) − s f (0) − f 0 (0),
L{f (n) (t)} = sn F (s) − sn−1 f (0) − sn−2 f 0 (0) − · · · − s f (n−2) (0) − f (n−1) (0),
L{ea t f (t)} = F (s − a), L{U(t − a) f (t − a)} = e−s a F (s),
dn
L{tn f (t)} = (−1)n n F (s),
ds
½Z t ¾
L{f ∗ g} = L f (t − τ ) g(τ ) dτ = F (s) G(s),
0
½Z t ¾
F (s)
L f (τ ) dτ = ,
0 s
L{δ(t − t0 )} = e−s t0 .
∞ ½ ¾
a0 X ¡ nπx ¢ ¡ nπx ¢
f (x) = + an cos + bn sin , where
2 n=1
p p
Z p Z
1 ¡ nπx ¢ 1 p ¡ nπx ¢
an = f (x) cos dx, n ≥ 0, bn = f (x) sin dx, n ≥ 1.
p −p p p −p p
2 sin(A) sin(B) = cos(A − B) − cos(A + B),
2 sin(A) cos(B) = sin(A + B) + sin(A − B),
2 cos(A) cos(B) = cos(A + B) + cos(A − B).

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